+19.1%
SHW vs EWJ
+69.3%
-50.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -4.5% | -1.5% | -3.0% | -3.7% |
| 30D | -12.7% | +0.2% | -12.9% | -12.8% |
| 3M | +4.7% | +8.6% | -3.9% | -0.1% |
| 6M | -3.4% | +12.1% | -15.6% | -9.6% |
| YTD | -1.3% | +20.1% | -21.4% | -11.0% |
| 1Y | -10.4% | +25.2% | -35.5% | -20.9% |
| All | +19.1% | +69.3% | -50.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling